I have multiple xts objects stored in a list each with 1000+ rows. They represent stock rolling window regression data. Each element has it's unique Ticker name. Here they are called Stock1, 2 ...etc for testing purposes. Rows are named by date as is the xts format. Each element is equal in dimensions. Each one looks like this:

Each such element should not be a time-series any more. but a static one, with each stock representing it's coeffiecient values at time "t". In terms of size each element should have a number of rows equal to the number of Stocks in the original list.